-100.0%
VIVK vs STZ
-37.5%
-62.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.6% | +2.8% |
| 7D | -9.5% | -4.1% | -5.4% | -10.2% |
| 30D | -35.1% | -7.6% | -27.5% | -36.0% |
| 3M | -93.4% | -12.3% | -81.1% | -93.5% |
| 6M | -98.0% | -16.3% | -81.7% | -98.0% |
| YTD | -97.9% | -8.4% | -89.5% | -97.8% |
| 1Y | -100.0% | -10.8% | -89.1% | -100.0% |
| 3Y | -100.0% | -49.0% | -51.0% | -100.0% |
| 5Y | -100.0% | -36.5% | -63.5% | -100.0% |
| All | -100.0% | -37.5% | -62.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling